Reconstructing the Kalman filter for stationary and non stationary time series
Ralph D. Snyder and Catherine S. Forbes
| Year of publication: |
2002
|
|---|---|
| Authors: | Snyder, Ralph D. ; Forbes, Catherine Scipione |
| Publisher: |
[Clayton, Victoria] |
| Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model |
| Extent: | 31 S |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 2002,14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.buseco.monash.edu.au/depts/EBS/pubs/wpapers/2002/wp14-02.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001722347